Objects in preview window do not show in the final render
(Reference this with the image below) You may be working with more than one Render Layer. Go to the "Render Layers" tab (2nd tab) and check if there is more than one entry inside the box (red box). If so, click the "-" (yellow box). After you've clicked on the tabs under "Layer" (blue box) for the desired layers you want to include in your final render, go ahead and click on "Save Current Layers for Render" (green box) - please note that this button is only for the "Amaranth Toolset" Add-On.